Windows Server 2003 ships without Microsoft Java
VM, and Microsoft no longer hosts the necessary Java VM files.
There are plenty of other places where you can obtain the MS Java
VM, but I have not chosen to install it because:

It will no longer be updated to patch any forthcoming
security exploits.

Many of the various download locations for
MS Java VM differ in size, how would you know exactly which
one to get?

If you do want the MS Java VM, then click
here, download and install it, and then proceed onto the next
section - Disabling the Shutdown Event Tracker.

The installation process is easy, and it won't
require a reboot either. Now lets move on to disabling the Shutdown
Event Tracker, allowing us to reboot without the bloody nuisance
of an event tracker window!